问题如下：
Stocks A, B, and C are in the benchmark portfolio. Assume a manager forecasts returns on stocks A, B, and D. Stock C is in the benchmark but not in the forecast. Stock D is in the forecast but not in the benchmark. Which of the following is least accurate?
选项：
A.the manager should assign zero weight to stock C.
B.the manager should assign zero weight to stock D.
C.the weight assigned to stock C can be calculated from the alphas of the forecasted asset.
D.the weights assigned to stock C and D are not equal.
解释：
A is correct.
考点：Proper Alpha Coverage
解析：首先要注意题目中要求选出错误选项。
对于有预测但不在基准中的股票（Stock D），应为其分配的权重为0。对于没有预测但在基准中的股票（Stock C），应为其分配权重为 forecasted asset alphas 的函数。因此选项A是错误的，Stock C应分配的权重为 forecasted asset alphas 的函数，不等于0。其他选项的说法都是正确的。
请问这道题目，跟老师上课讲的区别是什么？EF不再benchmark中所以要把EF调成0， CD在benchmark中，所以不动。也就是这道题目中，C在benchmark中，所以保留权重，但是D不在，所以要变成0？是这么理解吗？老师是在PPT19页后举的例子。谢谢
